We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
In this paper, a method is presented for the efficient estimation of rare-event (buffer overflow) probabilities in queueing networks using importance sampling. Unlike previously pr...
Abstract. Realistic simulation of biological evolution by necessity requires simplification and reduction in the dimensionality of the corresponding dynamic system. Even when this...
Techniques for plan recognition under uncertainty require a stochastic model of the plangeneration process. We introduce probabilistic state-dependent grammars (PSDGs) to represen...
In traditional optimistic distributed simulation protocols, a logical process(LP) receiving a straggler rolls back and sends out anti-messages. Receiver of an anti-message may als...